+225.5%
TGT vs MLM
+167.5%
+58.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.5% | +2.3% | +4.0% |
| 7D | +4.7% | -3.8% | +8.6% | +6.0% |
| 30D | +8.0% | +11.0% | -3.0% | +4.8% |
| 3M | +11.7% | -3.1% | +14.7% | +12.6% |
| 6M | +34.7% | -9.8% | +44.5% | +38.2% |
| YTD | +74.4% | -14.4% | +88.8% | +80.6% |
| 1Y | +89.2% | -12.6% | +101.7% | +94.7% |
| 3Y | +73.4% | +19.7% | +53.7% | +61.8% |
| 5Y | -24.0% | +29.8% | -53.8% | -32.1% |
| 10Y | +225.5% | +153.5% | +72.0% | +144.7% |
| All | +225.5% | +167.5% | +58.0% | +144.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MLM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling